Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1090/s0025-5718-09-02250-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1982687195 / rank | |||
Normal rank | |||
Latest revision as of 10:00, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving parabolic stochastic partial differential equations via averaging over characteristics |
scientific article |
Statements
Solving parabolic stochastic partial differential equations via averaging over characteristics (English)
0 references
7 November 2010
0 references
probabilistic representations of solutions of stochastic partial differential equations
0 references
numerical integration of stochastic differential equations
0 references
Monte Carlo technique
0 references
mean-square and almost sure convergence
0 references
layer methods
0 references
0 references
0 references
0 references
0 references
